Search Results - subject:"Kullback–Leibler cross-entropy"

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Recovering the most entropic copulas from preliminary knowledge of dependence

Chu, Ba; Satchell, Stephen - In: Econometrics 4 (2016) 2, pp. 1-21

the entropy of copulas is the dual to the problem of minimizing the Kullback-Leibler cross entropy (KLCE) of joint …

Persistent link: https://www.econbiz.de/10011755325

The constrained entropy and cross-entropy functions

Niven, Robert K. - In: Physica A: Statistical Mechanics and its Applications 334 (2004) 3, pp. 444-458

This study introduces the constrained forms of the Shannon information entropy and Kullback–Leibler cross-entropy … of the system. The Shannon entropy and Kullback–Leibler cross-entropy functions do not possess this functionality. The …

Persistent link: https://www.econbiz.de/10011057952